+529.0%
BA vs TECK
+1,890.1%
-1,361.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -7.9% | -7.5% | -0.4% | -6.6% |
| 3M | -25.3% | -8.4% | -16.9% | -24.3% |
| 6M | -24.6% | -2.2% | -22.4% | -24.9% |
| YTD | -20.1% | +26.8% | -47.0% | -25.3% |
| 1Y | -11.8% | +46.5% | -58.3% | -20.2% |
| 3Y | -10.1% | +69.0% | -79.2% | -22.6% |
| 5Y | -22.7% | +138.8% | -161.5% | -40.2% |
| 10Y | +35.1% | +224.3% | -189.3% | -9.3% |
| All | +529.0% | +1,890.1% | -1,361.1% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling